+573.1%
VRT vs SPYG
+98.4%
+474.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -8.8% |
| 7D | +2.4% | +0.3% | +2.1% | +1.8% |
| 30D | -2.7% | -1.7% | -1.0% | +1.0% |
| 3M | -9.2% | +3.6% | -12.8% | -14.4% |
| 6M | -0.5% | +16.6% | -17.1% | -26.8% |
| YTD | +62.3% | +13.4% | +49.0% | +27.5% |
| 1Y | +109.6% | +19.6% | +90.0% | +49.6% |
| All | +573.1% | +98.4% | +474.6% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling